+28.1%
BA vs LVS
-12.6%
+40.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.1% |
| 7D | -1.7% | +5.2% | -6.9% | -4.1% |
| 30D | -9.5% | +12.0% | -21.4% | -14.3% |
| 3M | -26.5% | -11.5% | -15.0% | -22.3% |
| 6M | -27.4% | -23.2% | -4.1% | -18.3% |
| YTD | -20.6% | -36.7% | +16.1% | -3.4% |
| 1Y | -11.4% | -36.8% | +25.4% | +7.7% |
| 3Y | -10.8% | -10.5% | -0.3% | -14.5% |
| 5Y | -21.9% | +5.1% | -27.0% | -37.7% |
| 10Y | +28.1% | -14.0% | +42.1% | +18.5% |
| All | +28.1% | -12.6% | +40.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling